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FORTRAN subroutines for updating the QR decomposition

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FORTRAN subroutines for updating the QR decomposition


Published November 1988
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Title from cover

"NPS-53-89-002."

"November 1988."

AD A204 012

Includes bibliographical references (p. 17-18)

We present FORTRAN subroutines that update the QR decomposition in a numerically stable manner when A is modified by a matrix of rank one, or when a row or a column is inserted or deleted. These subroutines are modifications of the Algol procedures in Daniel et al. 5. We also present a subroutine that the elements in the lower right corner of R will generally be small if the columns of A are nearly linearly dependent. This subroutine is an implementation of the rank revealing QR decomposition scheme recently proposed by Chan (3). The subroutines have been written to perform well on a vector computer. Algorithms Additional Key Words and Phrases: QR decomposition, updating, subset selection. Computer programs

aq/aq cc:9116 04/23/99


Publisher Monterey, California : Naval Postgraduate School
Pages 32
Language en_US
Call number a221945
Digitizing sponsor Naval Postgraduate School, Dudley Knox Library
Book contributor Naval Postgraduate School, Dudley Knox Library
Collection navalpostgraduateschoollibrary; fedlink; americana
Notes some content may be lost due to the binding of the book.

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